"Ramona has been protecting him," former Housewife Jill Zarin tells PEOPLE. "She looked the other way when people told her he was cheating."

The current state of the couple's marriage is unclear, but it seems the couple is facing serious problems. Ramona reportedly caught Mario with his girlfriend at the couple's Hamptons home just this past weekend. "She saw him there with the girlfriend and made a big scene and called the police," says the source. Still, "She did not want a divorce. Ramona loves her life. She loves Mario."

Ramona – who returns to Bravo for season 6 of Housewives on March 11 (9 p.m. ET) – will not confirm or deny reports that she and her husband have separated.

"This is a personal and private matter for our family," she tells PEOPLE in a statement. "For my daughter Avery's sake, I would appreciate everyone respecting our privacy during this difficult time." Calls to Mario were not returned by press time.

In public, the couple have appeared to be very much together in recent weeks.

"They were together New Year's Eve and New Year's Day at a country club in Alpine, N.J., with other couples," says the source. Ramona "was posting pics all over the Internet of her and Mario in bathing suits, trying to put on a front that everything is perfect and there are no problems in paradise. Everyone knew he had this girlfriend."

In fact, Mario got into a loud confrontation with his wife's former costar, Zarin, when they ran into each other at an event in December.

"He screamed at me," says Zarin, who will next appear on Oprah: Where Are They Now?. "And he was mad at me for admitting that he flirted with all the Housewives."

As for reports that Ramona is dating a younger man, that buzz is false, per the source: "She was out with this guy last week but not like a date. Just out at a bar. It was just people hanging out – nothing happened."